Wakefield Asset Management LLLP Quant / Systematic

CIK: 0001600435 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 12, 2020

Total Value ($000): $186,280 (100.0% shares, 0.0% debt)

Holdings (149)

PXF INVESCO EXCHANGE-TRADED FD T 5.5%
Value ($000) $10,223 Shares 336,957 Est. Cost $42.79 Unrealized
SCHE SCHWAB STRATEGIC TR 4.0%
Value ($000) $7,473 Shares 361,197 Est. Cost $24.79 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 3.7%
Value ($000) $6,940 Shares 127,337 Est. Cost $51.71 Unrealized
EFV ISHARES TR 3.1%
Value ($000) $5,858 Shares 164,149 Est. Cost $46.77 Unrealized
EFG ISHARES TR 3.1%
Value ($000) $5,693 Shares 80,053 Est. Cost $77.17 Unrealized
SCHZ SCHWAB STRATEGIC TR 2.8%
Value ($000) $5,202 Shares 95,853 Est. Cost $50.88 Unrealized
WESTERN ASST INFLTN LKD INM 1.9%
Value ($000) $3,606 Shares 343,114 Est. Cost $11.21 Unrealized
WESTERN AST INFL LKD OPP & I 1.8%
Value ($000) $3,437 Shares 359,500 Est. Cost $10.70 Unrealized
SCHX SCHWAB STRATEGIC TR 1.7%
Value ($000) $3,115 Shares 50,865 Est. Cost $67.93 Unrealized
KMI KINDER MORGAN INC DEL 1.5%
Value ($000) $2,735 Shares 196,491 Est. Cost $13.37 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 1.4%
Value ($000) $2,655 Shares 47,633 Est. Cost $41.22 Unrealized +17.8%
CCI CROWN CASTLE INTL CORP NEW 1.4%
Value ($000) $2,577 Shares 17,844 Est. Cost $104.76 Unrealized +9.7%
NOC NORTHROP GRUMMAN CORP 1.3%
Value ($000) $2,499 Shares 8,260 Est. Cost $317.45 Unrealized -0.6%
EXR EXTRA SPACE STORAGE INC 1.3%
Value ($000) $2,402 Shares 25,088 Est. Cost $83.15 Unrealized 0.0%
CAH CARDINAL HEALTH INC 1.3%
Value ($000) $2,396 Shares 49,986 Est. Cost $44.27 Unrealized 0.0%
GEN NORTONLIFELOCK INC 1.3%
Value ($000) $2,337 Shares 124,895 Est. Cost $15.63 Unrealized 0.0%
DELAWARE INVTS COLO MUN INCO 1.2%
Value ($000) $2,321 Shares 174,889 Est. Cost $14.20 Unrealized
ALL ALLSTATE CORP 1.2%
Value ($000) $2,309 Shares 25,177 Est. Cost $89.98 Unrealized +4.7%
DUK DUKE ENERGY CORP NEW 1.2%
Value ($000) $2,278 Shares 28,169 Est. Cost $72.71 Unrealized 0.0%
NVDA NVIDIA CORP 1.2%
Value ($000) $2,265 Shares 8,593 Est. Cost $6.28 Unrealized 0.0%
GRMN GARMIN LTD 1.2%
Value ($000) $2,228 Shares 29,719 Est. Cost $77.33 Unrealized +2.4%
CHTR CHARTER COMMUNICATIONS INC N 1.2%
Value ($000) $2,189 Shares 5,017 Est. Cost $462.77 Unrealized +5.7%
ABBV ABBVIE INC 1.2%
Value ($000) $2,171 Shares 28,499 Est. Cost $66.96 Unrealized +0.3%
SPGI S&P GLOBAL INC 1.2%
Value ($000) $2,167 Shares 8,845 Est. Cost $261.18 Unrealized 0.0%
FMC F M C CORP 1.1%
Value ($000) $2,106 Shares 25,783 Est. Cost $77.92 Unrealized 0.0%
KANSAS CITY SOUTHERN 1.1%
Value ($000) $2,092 Shares 16,451 Est. Cost $151.36 Unrealized
LINDE PLC 1.1%
Value ($000) $2,048 Shares 11,839 Est. Cost $172.99 Unrealized
CLX CLOROX CO DEL 1.1%
Value ($000) $1,979 Shares 11,420 Est. Cost $138.67 Unrealized 0.0%
CBOE CBOE GLOBAL MARKETS INC 1.1%
Value ($000) $1,974 Shares 22,120 Est. Cost $103.43 Unrealized 0.0%
KEYS KEYSIGHT TECHNOLOGIES INC 1.1%
Value ($000) $1,968 Shares 23,520 Est. Cost $63.17 Unrealized +50.3%
CMG CHIPOTLE MEXICAN GRILL INC 1.1%
Value ($000) $1,960 Shares 2,995 Est. Cost $14.72 Unrealized +7.4%
PG PROCTER & GAMBLE CO 1.0%
Value ($000) $1,949 Shares 17,720 Est. Cost $90.94 Unrealized +14.2%
STT STATE STR CORP 1.0%
Value ($000) $1,936 Shares 36,351 Est. Cost $57.25 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 1.0%
Value ($000) $1,923 Shares 6,745 Est. Cost $277.78 Unrealized 0.0%
SCHF SCHWAB STRATEGIC TR 1.0%
Value ($000) $1,905 Shares 73,721 Est. Cost $31.78 Unrealized
AMAT APPLIED MATLS INC 1.0%
Value ($000) $1,837 Shares 40,099 Est. Cost $54.36 Unrealized 0.0%
BLACKROCK MUNIHLDS INVSTM QL 1.0%
Value ($000) $1,831 Shares 140,005 Est. Cost $13.35 Unrealized
ALLIANCEBERNSTEIN NATL MUNI 1.0%
Value ($000) $1,813 Shares 142,188 Est. Cost $12.46 Unrealized
AZO AUTOZONE INC 1.0%
Value ($000) $1,794 Shares 2,121 Est. Cost $927.97 Unrealized +12.0%
DISH NETWORK CORPORATION 1.0%
Value ($000) $1,791 Shares 89,571 Est. Cost $20.00 Unrealized
DWS MUN INCOME TR 1.0%
Value ($000) $1,791 Shares 166,131 Est. Cost $10.61 Unrealized
XMUSX BLACKROCK MUNIHOLDNGS QLTY I 1.0%
Value ($000) $1,770 Shares 148,117 Est. Cost $12.42 Unrealized
FEDERATED PREM MUN INC FD 0.9%
Value ($000) $1,757 Shares 134,608 Est. Cost $13.38 Unrealized
DELAWARE INVT NAT MUNI INC F 0.9%
Value ($000) $1,733 Shares 141,562 Est. Cost $12.44 Unrealized
XPMAX PIONEER MUN HIGH INCOME ADVA 0.9%
Value ($000) $1,696 Shares 166,602 Est. Cost $10.68 Unrealized
DHI D R HORTON INC 0.8%
Value ($000) $1,522 Shares 44,779 Est. Cost $44.66 Unrealized +9.6%
FNF FIDELITY NATIONAL FINANCIAL 0.8%
Value ($000) $1,494 Shares 60,041 Est. Cost $33.29 Unrealized -10.0%
IWM ISHARES TR 0.8%
Value ($000) $1,471 Shares 12,848 Est. Cost $120.64 Unrealized
DVA DAVITA INC 0.7%
Value ($000) $1,387 Shares 18,238 Est. Cost $78.61 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.7%
Value ($000) $1,362 Shares 18,799 Est. Cost $76.00 Unrealized 0.0%
PFF ISHARES TR 0.7%
Value ($000) $1,330 Shares 41,785 Est. Cost $31.83 Unrealized
GS GOLDMAN SACHS GROUP INC 0.7%
Value ($000) $1,250 Shares 8,088 Est. Cost $184.40 Unrealized 0.0%
AES AES CORP 0.6%
Value ($000) $1,200 Shares 88,269 Est. Cost $13.19 Unrealized +9.8%
ET ENERGY TRANSFER LP 0.6%
Value ($000) $1,194 Shares 259,540 Est. Cost $4.60 Unrealized
OMC OMNICOM GROUP INC 0.6%
Value ($000) $1,183 Shares 21,553 Est. Cost $57.15 Unrealized 0.0%
EATON VANCE MUN BD FD 0.6%
Value ($000) $1,181 Shares 94,625 Est. Cost $11.74 Unrealized
SNPS SYNOPSYS INC 0.6%
Value ($000) $1,149 Shares 8,920 Est. Cost $97.17 Unrealized +46.4%
EWC ISHARES INC 0.6%
Value ($000) $1,081 Shares 49,472 Est. Cost $26.80 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.6%
Value ($000) $1,065 Shares 11,637 Est. Cost $66.63 Unrealized +39.2%
QQQ INVESCO QQQ TR 0.6%
Value ($000) $1,044 Shares 5,482 Est. Cost $190.44 Unrealized
XEL XCEL ENERGY INC 0.5%
Value ($000) $1,018 Shares 16,879 Est. Cost $54.26 Unrealized 0.0%
MDT MEDTRONIC PLC 0.5%
Value ($000) $1,003 Shares 11,120 Est. Cost $88.33 Unrealized +2.1%
MINT PIMCO ETF TR 0.5%
Value ($000) $994 Shares 10,042 Est. Cost $101.75 Unrealized
NUVEEN AMT-FREE MUN VALUE FD 0.5%
Value ($000) $933 Shares 59,638 Est. Cost $15.64 Unrealized
BLACKROCK MUNIYIELD ARIZ FD 0.5%
Value ($000) $907 Shares 70,052 Est. Cost $12.95 Unrealized
BLACKROCK MUNIYIELD INVT FD 0.5%
Value ($000) $895 Shares 67,311 Est. Cost $14.13 Unrealized
TRU TRANSUNION 0.5%
Value ($000) $894 Shares 13,502 Est. Cost $83.95 Unrealized 0.0%
XVMMX DELAWARE INVTS MINN MUN INCO 0.5%
Value ($000) $891 Shares 72,050 Est. Cost $13.00 Unrealized
XMUIX BLACKROCK MUNI INTER DR FD I 0.5%
Value ($000) $867 Shares 66,355 Est. Cost $13.13 Unrealized
VIACOMCBS INC 0.4%
Value ($000) $812 Shares 57,964 Est. Cost $14.01 Unrealized
JPMORGAN CHASE & CO 0.4%
Value ($000) $805 Shares 89,200 Est. Cost $9.02 Unrealized
MUB ISHARES TR 0.4%
Value ($000) $797 Shares 7,051 Est. Cost $113.03 Unrealized
SCHA SCHWAB STRATEGIC TR 0.4%
Value ($000) $767 Shares 14,891 Est. Cost $72.56 Unrealized
VIPER ENERGY PARTNERS LP 0.3%
Value ($000) $647 Shares 97,595 Est. Cost $6.63 Unrealized
QLYS QUALYS INC 0.3%
Value ($000) $614 Shares 7,056 Est. Cost $83.51 Unrealized +0.5%
INOVALON HLDGS INC 0.3%
Value ($000) $598 Shares 35,876 Est. Cost $14.76 Unrealized
SPSC SPS COMMERCE INC 0.3%
Value ($000) $581 Shares 12,502 Est. Cost $48.62 Unrealized +8.5%
SFM SPROUTS FMRS MKT INC 0.3%
Value ($000) $566 Shares 30,428 Est. Cost $16.77 Unrealized 0.0%
CHRS COHERUS BIOSCIENCES INC 0.3%
Value ($000) $554 Shares 34,170 Est. Cost $18.45 Unrealized +0.2%
OPITQ OFFICE PPTYS INCOME TR 0.3%
Value ($000) $552 Shares 20,243 Est. Cost $30.23 Unrealized
MLCO MELCO RESORTS AND ENTMNT LTD 0.3%
Value ($000) $551 Shares 44,439 Est. Cost $12.40 Unrealized
GNRC GENERAC HLDGS INC 0.3%
Value ($000) $541 Shares 5,804 Est. Cost $53.69 Unrealized +91.8%
FORM FORMFACTOR INC 0.3%
Value ($000) $540 Shares 26,868 Est. Cost $23.88 Unrealized 0.0%
SR SPIRE INC 0.3%
Value ($000) $539 Shares 7,236 Est. Cost $74.49 Unrealized
EWY ISHARES INC 0.3%
Value ($000) $531 Shares 11,327 Est. Cost $57.35 Unrealized
CMC COMMERCIAL METALS CO 0.3%
Value ($000) $517 Shares 32,715 Est. Cost $17.32 Unrealized 0.0%
CEVA CEVA INC 0.3%
Value ($000) $506 Shares 20,311 Est. Cost $27.74 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.3%
Value ($000) $498 Shares 23,448 Est. Cost $25.91 Unrealized 0.0%
MANTECH INTL CORP 0.3%
Value ($000) $495 Shares 6,814 Est. Cost $72.64 Unrealized
WFC WELLS FARGO CO NEW 0.3%
Value ($000) $492 Shares 17,128 Est. Cost $36.64 Unrealized 0.0%
SFBS SERVISFIRST BANCSHARES INC 0.3%
Value ($000) $481 Shares 16,407 Est. Cost $31.65 Unrealized 0.0%
TCMD TACTILE SYS TECHNOLOGY INC 0.3%
Value ($000) $474 Shares 11,793 Est. Cost $52.29 Unrealized +2.4%
TBRG COMPUTER PROGRAMS & SYS INC 0.3%
Value ($000) $472 Shares 21,214 Est. Cost $25.43 Unrealized 0.0%
HAE HAEMONETICS CORP 0.2%
Value ($000) $464 Shares 4,653 Est. Cost $99.67 Unrealized +8.8%
SYNA SYNAPTICS INC 0.2%
Value ($000) $452 Shares 7,809 Est. Cost $52.69 Unrealized +28.7%
ESI ELEMENT SOLUTIONS INC 0.2%
Value ($000) $446 Shares 53,323 Est. Cost $10.22 Unrealized -3.2%
MOBILE MINI INC 0.2%
Value ($000) $442 Shares 16,867 Est. Cost $36.38 Unrealized
PCRX PACIRA BIOSCIENCES 0.2%
Value ($000) $441 Shares 13,164 Est. Cost $41.54 Unrealized 0.0%
MUSA MURPHY USA INC 0.2%
Value ($000) $440 Shares 5,215 Est. Cost $104.32 Unrealized -3.3%
FCN FTI CONSULTING INC 0.2%
Value ($000) $430 Shares 3,587 Est. Cost $70.67 Unrealized +66.6%
GATX GATX CORP 0.2%
Value ($000) $429 Shares 6,853 Est. Cost $64.69 Unrealized 0.0%
FIZZ NATIONAL BEVERAGE CORP 0.2%
Value ($000) $418 Shares 9,808 Est. Cost $18.05 Unrealized 0.0%
LZB LA Z BOY INC 0.2%
Value ($000) $416 Shares 20,238 Est. Cost $28.40 Unrealized 0.0%
VRTS VIRTUS INVT PARTNERS INC 0.2%
Value ($000) $414 Shares 5,436 Est. Cost $90.75 Unrealized +1.4%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $413 Shares 5,842 Est. Cost $11.21 Unrealized +51.9%
CRMT AMERICAS CAR MART INC 0.2%
Value ($000) $409 Shares 7,266 Est. Cost $79.97 Unrealized +22.3%
MYE MYERS INDS INC 0.2%
Value ($000) $405 Shares 37,678 Est. Cost $12.05 Unrealized 0.0%
OSIS OSI SYSTEMS INC 0.2%
Value ($000) $397 Shares 5,757 Est. Cost $84.43 Unrealized +1.2%
SPX CORP 0.2%
Value ($000) $394 Shares 12,081 Est. Cost $32.61 Unrealized
BLD TOPBUILD CORP 0.2%
Value ($000) $386 Shares 5,395 Est. Cost $76.73 Unrealized +33.0%
WKC WORLD FUEL SVCS CORP 0.2%
Value ($000) $384 Shares 15,256 Est. Cost $37.56 Unrealized -9.2%
FBIZ FIRST BUS FINL SVCS INC WIS 0.2%
Value ($000) $381 Shares 24,601 Est. Cost $19.62 Unrealized -1.5%
HEARTLAND FINL USA INC 0.2%
Value ($000) $380 Shares 12,572 Est. Cost $30.23 Unrealized
RENEWABLE ENERGY GROUP INC 0.2%
Value ($000) $379 Shares 18,465 Est. Cost $20.53 Unrealized
ATLANTIC CAP BANCSHARES INC 0.2%
Value ($000) $376 Shares 31,689 Est. Cost $11.87 Unrealized
RDN RADIAN GROUP INC 0.2%
Value ($000) $363 Shares 28,047 Est. Cost $16.04 Unrealized +13.2%
AMERICAN EQTY INVT LIFE HLD 0.2%
Value ($000) $359 Shares 19,100 Est. Cost $28.97 Unrealized
MRK MERCK & CO. INC 0.2%
Value ($000) $347 Shares 4,511 Est. Cost $66.95 Unrealized -2.8%
HTGC HERCULES CAPITAL INC 0.2%
Value ($000) $333 Shares 43,564 Est. Cost $13.79 Unrealized -5.3%
LEN LENNAR CORP 0.2%
Value ($000) $333 Shares 8,710 Est. Cost $52.24 Unrealized 0.0%
PFSI PENNYMAC FINL SVCS INC 0.2%
Value ($000) $329 Shares 14,879 Est. Cost $24.87 Unrealized +19.9%
ZUMZ ZUMIEZ INC 0.2%
Value ($000) $329 Shares 18,989 Est. Cost $26.59 Unrealized +6.0%
ELF E L F BEAUTY INC 0.2%
Value ($000) $328 Shares 33,353 Est. Cost $16.49 Unrealized -9.0%
TPH TRI POINTE GROUP INC 0.2%
Value ($000) $317 Shares 36,123 Est. Cost $14.63 Unrealized 0.0%
IFLN INVESCO EXCHANGE-TRADED FD T 0.2%
Value ($000) $316 Shares 19,072 Est. Cost $16.57 Unrealized
SCHH SCHWAB STRATEGIC TR 0.2%
Value ($000) $316 Shares 9,659 Est. Cost $38.58 Unrealized
PHM PULTE GROUP INC 0.2%
Value ($000) $311 Shares 13,949 Est. Cost $36.34 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.2%
Value ($000) $297 Shares 20,623 Est. Cost $25.15 Unrealized +14.1%
M D C HLDGS INC 0.2%
Value ($000) $294 Shares 12,679 Est. Cost $23.19 Unrealized
HIBBETT SPORTS INC 0.2%
Value ($000) $293 Shares 26,794 Est. Cost $17.40 Unrealized
PMT PENNYMAC MTG INVT TR 0.2%
Value ($000) $291 Shares 27,423 Est. Cost $20.28 Unrealized
WW INTL INC 0.1%
Value ($000) $274 Shares 16,205 Est. Cost $35.14 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $270 Shares 1,714 Est. Cost $156.34 Unrealized 0.0%
H & E EQUIPMENT SERVICES INC 0.1%
Value ($000) $259 Shares 17,639 Est. Cost $27.22 Unrealized
INTC INTEL CORP 0.1%
Value ($000) $253 Shares 4,678 Est. Cost $52.33 Unrealized 0.0%
SNBR SLEEP NUMBER CORP 0.1%
Value ($000) $253 Shares 13,185 Est. Cost $43.03 Unrealized +3.5%
WMT WALMART INC 0.1%
Value ($000) $243 Shares 2,138 Est. Cost $36.34 Unrealized -2.7%
DOV DOVER CORP 0.1%
Value ($000) $242 Shares 2,886 Est. Cost $82.41 Unrealized +18.7%
CCS CENTURY CMNTYS INC 0.1%
Value ($000) $242 Shares 16,677 Est. Cost $26.79 Unrealized 0.0%
KLAC KLA CORPORATION 0.1%
Value ($000) $236 Shares 1,645 Est. Cost $134.27 Unrealized +11.9%
MAXIM INTEGRATED PRODS INC 0.1%
Value ($000) $234 Shares 4,822 Est. Cost $48.53 Unrealized
JPM JPMORGAN CHASE & CO 0.1%
Value ($000) $209 Shares 2,317 Est. Cost $107.60 Unrealized -3.7%
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $208 Shares 3,145 Est. Cost $62.42 Unrealized 0.0%
HPQ HP INC 0.1%
Value ($000) $207 Shares 11,936 Est. Cost $16.49 Unrealized 0.0%
GLD SPDR GOLD TRUST 0.1%
Value ($000) $205 Shares 1,383 Est. Cost $114.15 Unrealized
RL RALPH LAUREN CORP 0.1%
Value ($000) $203 Shares 3,043 Est. Cost $108.38 Unrealized -13.2%
NWL NEWELL BRANDS INC 0.1%
Value ($000) $198 Shares 14,931 Est. Cost $14.11 Unrealized -6.9%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $187 Shares 11,562 Est. Cost $16.71 Unrealized 0.0%
COTY COTY INC 0.1%
Value ($000) $131 Shares 25,318 Est. Cost $9.33 Unrealized 0.0%